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AAUTX vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAUTX vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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AAUTX vs. SCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAUTX
Thrivent Large Cap Value Fund
2.50%19.31%21.28%12.63%-4.89%31.65%4.31%23.66%-8.82%12.59%
SCHX
Schwab U.S. Large-Cap ETF
-3.70%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Returns By Period

In the year-to-date period, AAUTX achieves a 2.50% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, AAUTX has underperformed SCHX with an annualized return of 12.04%, while SCHX has yielded a comparatively higher 14.02% annualized return.


AAUTX

1D
1.87%
1M
-4.68%
YTD
2.50%
6M
7.42%
1Y
20.15%
3Y*
18.59%
5Y*
12.77%
10Y*
12.04%

SCHX

1D
0.78%
1M
-4.31%
YTD
-3.70%
6M
-1.70%
1Y
17.91%
3Y*
18.55%
5Y*
11.30%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAUTX vs. SCHX - Expense Ratio Comparison

AAUTX has a 0.86% expense ratio, which is higher than SCHX's 0.03% expense ratio.


Return for Risk

AAUTX vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAUTX
AAUTX Risk / Return Rank: 7070
Overall Rank
AAUTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AAUTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
AAUTX Omega Ratio Rank: 6868
Omega Ratio Rank
AAUTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AAUTX Martin Ratio Rank: 7878
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 5858
Overall Rank
SCHX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5959
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAUTX vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AAUTXSCHXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.98

+0.28

Sortino ratio

Return per unit of downside risk

1.79

1.50

+0.29

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.80

1.51

+0.29

Martin ratio

Return relative to average drawdown

8.16

7.02

+1.14

AAUTX vs. SCHX - Sharpe Ratio Comparison

The current AAUTX Sharpe Ratio is 1.26, which is comparable to the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of AAUTX and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AAUTXSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.98

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.66

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.78

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.80

-0.37

Correlation

The correlation between AAUTX and SCHX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AAUTX vs. SCHX - Dividend Comparison

AAUTX's dividend yield for the trailing twelve months is around 5.15%, more than SCHX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
AAUTX
Thrivent Large Cap Value Fund
5.15%5.28%16.25%3.22%6.12%7.62%6.33%1.52%7.44%1.08%1.18%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.16%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Drawdowns

AAUTX vs. SCHX - Drawdown Comparison

The maximum AAUTX drawdown since its inception was -54.34%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for AAUTX and SCHX.


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Drawdown Indicators


AAUTXSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-54.34%

-34.33%

-20.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-12.19%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.71%

-25.41%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-34.33%

-4.55%

Current Drawdown

Current decline from peak

-4.70%

-5.67%

+0.97%

Average Drawdown

Average peak-to-trough decline

-8.03%

-4.00%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.62%

-0.04%

Volatility

AAUTX vs. SCHX - Volatility Comparison

The current volatility for Thrivent Large Cap Value Fund (AAUTX) is 4.21%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that AAUTX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAUTXSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

5.36%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

9.67%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

18.33%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

17.13%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

18.13%

-0.31%